Univariate ARIMA Extrapolation Forecast | ||||||||
time | Y[t] | F[t] | 95% LB | 95% UB | p-value (H0: Y[t] = F[t]) | P(F[t]>Y[t-1]) | P(F[t]>Y[t-s]) | P(F[t]>Y[353]) |
341 | 630.4 | - | - | - | - | - | - | - |
342 | 765.5 | - | - | - | - | - | - | - |
343 | 757.7 | - | - | - | - | - | - | - |
344 | 732.2 | - | - | - | - | - | - | - |
345 | 702.6 | - | - | - | - | - | - | - |
346 | 683.3 | - | - | - | - | - | - | - |
347 | 709.5 | - | - | - | - | - | - | - |
348 | 702.2 | - | - | - | - | - | - | - |
349 | 784.8 | - | - | - | - | - | - | - |
350 | 810.9 | - | - | - | - | - | - | - |
351 | 755.6 | - | - | - | - | - | - | - |
352 | 656.8 | - | - | - | - | - | - | - |
353 | 615.1 | - | - | - | - | - | - | - |
354 | 745.3 | 0 | -800.8019 | 800.8019 | 0.0341 | 0.0661 | 0.0305 | 0.0661 |
355 | 694.1 | 0 | -800.8019 | 800.8019 | 0.0447 | 0.0341 | 0.0318 | 0.0661 |
356 | 675.7 | 0 | -800.8019 | 800.8019 | 0.0491 | 0.0447 | 0.0366 | 0.0661 |
357 | 643.7 | 0 | -800.8019 | 800.8019 | 0.0576 | 0.0491 | 0.0427 | 0.0661 |
358 | 622.1 | 0 | -800.8019 | 800.8019 | 0.0639 | 0.0576 | 0.0472 | 0.0661 |
359 | 634.6 | 0 | -800.8019 | 800.8019 | 0.0602 | 0.0639 | 0.0412 | 0.0661 |
360 | 588 | 0 | -800.8019 | 800.8019 | 0.0751 | 0.0602 | 0.0428 | 0.0661 |
361 | 689.7 | 0 | -800.8019 | 800.8019 | 0.0457 | 0.0751 | 0.0274 | 0.0661 |
362 | 673.9 | 0 | -800.8019 | 800.8019 | 0.0495 | 0.0457 | 0.0236 | 0.0661 |
363 | 647.9 | 0 | -800.8019 | 800.8019 | 0.0564 | 0.0495 | 0.0322 | 0.0661 |
364 | 568.8 | 0 | -800.8019 | 800.8019 | 0.0819 | 0.0564 | 0.054 | 0.0661 |
365 | 545.7 | 0 | -800.8019 | 800.8019 | 0.0908 | 0.0819 | 0.0661 | 0.0661 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
354 | Inf | Inf | 0 | 555472.09 | 0 | 0 |
355 | Inf | Inf | Inf | 481774.81 | 518623.45 | 720.1552 |
356 | Inf | Inf | Inf | 456570.49 | 497939.13 | 705.648 |
357 | Inf | Inf | Inf | 414349.69 | 477041.77 | 690.6821 |
358 | Inf | Inf | Inf | 387008.41 | 459035.098 | 677.5213 |
359 | Inf | Inf | Inf | 402717.16 | 449648.775 | 670.5586 |
360 | Inf | Inf | Inf | 345744 | 434805.2357 | 659.3976 |
361 | Inf | Inf | Inf | 475686.09 | 439915.3425 | 663.2611 |
362 | Inf | Inf | Inf | 454141.21 | 441495.9944 | 664.4516 |
363 | Inf | Inf | Inf | 419774.41 | 439323.836 | 662.8151 |
364 | Inf | Inf | Inf | 323533.44 | 428797.4364 | 654.8263 |
365 | Inf | Inf | Inf | 297788.49 | 417880.0242 | 646.4364 |